+115.4%
FOXA vs BMRN
-27.2%
+142.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.8% | -1.3% | +2.1% | +0.9% |
| 30D | +5.0% | -6.5% | +11.5% | +5.8% |
| 3M | -3.0% | +18.3% | -21.3% | -5.1% |
| 6M | +14.8% | +8.9% | +5.9% | +13.5% |
| YTD | -8.9% | +10.5% | -19.4% | -10.2% |
| 1Y | +13.3% | +17.5% | -4.1% | +10.4% |
| 3Y | +115.4% | -27.7% | +143.1% | +115.0% |
| All | +115.4% | -27.2% | +142.6% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling